-21.0%
TSLQ vs SIRI
+59.9%
-80.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +8.4% | -2.0% | +8.3% |
| 7D | +9.8% | +22.3% | -12.4% | +15.9% |
| 30D | -6.0% | +26.9% | -33.0% | +0.3% |
| 3M | -35.0% | +9.6% | -44.6% | -34.1% |
| 6M | -24.9% | +27.2% | -52.1% | -17.4% |
| YTD | -12.7% | +72.4% | -85.1% | +9.8% |
| 1Y | -21.0% | +59.9% | -80.9% | -6.0% |
| All | -21.0% | +59.9% | -80.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling